DSJM: A Software Toolkit for Direct Determination of Sparse Jacobian Matrices
نویسندگان
چکیده
DSJM is a software toolkit written in portable C++ that enables direct determination of sparse Jacobian matrices whose sparsity pattern is a priori known. Using the seed matrix S ∈ Rn×p, the Jacobian A ∈ Rm×n can be determined by solving AS = B, where B ∈ Rm×p has been obtained via finite difference approximation or forward automatic differentiation. Seed matrix S is defined by the nonzero unknowns in A. DSJM includes well-known as well as new column ordering heuristics. Numerical testing is highly promising both in terms of running time and the number of matrix-vector products needed to determine A.
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